Limit theory for panel data models with cross sectional dependence and sequential exogeneity (Q2439864): Difference between revisions
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scientific article
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English | Limit theory for panel data models with cross sectional dependence and sequential exogeneity |
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Limit theory for panel data models with cross sectional dependence and sequential exogeneity (English)
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18 March 2014
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cross-sectional dependence
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spatial martingale difference sequence
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central limit theorem
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spatial
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panel
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GMM
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MLE
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multinomial choice
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social interaction
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